✦ LIBER ✦

Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates

✍ Scribed by Benjamin S. Cheng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The cointegrating relationship between p

✍ Jack Strauss 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 754 KB

Purchasing power parity: Granger causali

✍ Gunther Schnabl; Dirk Baur 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 323 KB

TESTING FOR PURCHASING POWER PARITY AND

✍ Miguel Lacerda; Johannes W. Fedderke; Linda M. Haines 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 422 KB

The exchange rate and purchasing power p

✍ Prakash Apte; Piet Sercu; Raman Uppal 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 246 KB

Common trends in prices and exchange rat

✍ Marianne Nessén 📂 Article 📅 1996 🏛 Springer-Verlag 🌐 English ⚖ 997 KB

Testing for cointegration with threshold

✍ Hwey-Yun Yau; Chien-Chung Nieh 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 414 KB